Lipton Alexander:
Theory And Practice Of Credit Risk Modelling
Risk Books (United Kingdom), 2008
Paperback, 342 pages
ISBN: 9781904339649
ISBN-10: 1904339646
List price: £70.00
You save: 10%
Theory And Practice Of Credit Risk Modelling
A collection of technical papers on the area of financial engineering. It includes three main sections: defaults of individual obligors, defaults in large portfolios, and defaults in medium and small portfolios. It is suitable for practitioners and academics alike.
